Package com.opengamma.financial.analytics.conversion

Examples of com.opengamma.financial.analytics.conversion.CommodityFutureOptionConverter


    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);
    final HolidaySource holidaySource = OpenGammaCompilationContext.getHolidaySource(context);
    final RegionSource regionSource = OpenGammaCompilationContext.getRegionSource(context);
    final ConventionBundleSource conventionSource = OpenGammaCompilationContext.getConventionBundleSource(context);
    final FutureSecurityConverterDeprecated futureSecurityConverter = new FutureSecurityConverterDeprecated(null, null);
    final FinancialSecurityVisitor<InstrumentDefinition<?>> commodityFutureOption = new CommodityFutureOptionConverter(securitySource, holidaySource, conventionSource, regionSource);
    final FinancialSecurityVisitor<InstrumentDefinition<?>> equityFutureOption = new EquityOptionsConverter(futureSecurityConverter, securitySource);
    _converter = FinancialSecurityVisitorAdapter.<InstrumentDefinition<?>>builder()
        .commodityFutureOptionSecurityVisitor(commodityFutureOption)
        .equityIndexFutureOptionVisitor(equityFutureOption).create();
  }
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Related Classes of com.opengamma.financial.analytics.conversion.CommodityFutureOptionConverter

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